How to use botorch - 10 common examples

self._optimizers = [tuple(0.0 for _ in range(self.dim))]
        super().__init__(noise_std=noise_std, negate=negate)

    def evaluate_true(self, X: Tensor) -> Tensor:
        result = torch.zeros_like(X[..., 0])
        for i in range(self.dim // 4):
            i_ = i + 1
            part1 = (X[..., 4 * i_ - 4] + 10.0 * X[..., 4 * i_ - 3]) ** 2
            part2 = 5.0 * (X[..., 4 * i_ - 2] - X[..., 4 * i_ - 1]) ** 2
            part3 = (X[..., 4 * i_ - 3] - 2.0 * X[..., 4 * i_ - 2]) ** 4
            part4 = 10.0 * (X[..., 4 * i_ - 4] - X[..., 4 * i_ - 1]) ** 4
            result += part1 + part2 + part3 + part4
        return result


class Rastrigin(SyntheticTestFunction):

    _optimal_value = 0.0

    def __init__(
        self, dim=2, noise_std: Optional[float] = None, negate: bool = False
    ) -> None:
        self.dim = dim
        self._bounds = [(-5.12, 5.12) for _ in range(self.dim)]
        self._optimizers = [tuple(0.0 for _ in range(self.dim))]
        super().__init__(noise_std=noise_std, negate=negate)

    def evaluate_true(self, X: Tensor) -> Tensor:
        return 10.0 * self.dim + torch.sum(
            X ** 2 - 10.0 * torch.cos(2.0 * math.pi * X), dim=-1
        )

bs = acqf.sampler.base_samples.clone()
            acqf(X)
            self.assertFalse(torch.equal(acqf.sampler.base_samples, bs))
            res = acqf(X.expand(2, 1, 1))  # 2-dim batch
            self.assertEqual(res[0].item(), 1.0)
            self.assertEqual(res[1].item(), 0.0)
            # the base samples should have the batch dim collapsed
            self.assertEqual(acqf.sampler.base_samples.shape, torch.Size([2, 1, 2, 1]))
            bs = acqf.sampler.base_samples.clone()
            acqf(X.expand(2, 1, 1))
            self.assertFalse(torch.equal(acqf.sampler.base_samples, bs))

    # TODO: Test different objectives (incl. constraints)


class TestQNoisyExpectedImprovement(BotorchTestCase):
    def test_q_noisy_expected_improvement(self):
        for dtype in (torch.float, torch.double):
            # the event shape is `b x q x t` = 1 x 2 x 1
            samples_noisy = torch.tensor([1.0, 0.0], device=self.device, dtype=dtype)
            samples_noisy = samples_noisy.view(1, 2, 1)
            # X_baseline is `q' x d` = 1 x 1
            X_baseline = torch.zeros(1, 1, device=self.device, dtype=dtype)
            mm_noisy = MockModel(MockPosterior(samples=samples_noisy))
            # X is `q x d` = 1 x 1
            X = torch.zeros(1, 1, device=self.device, dtype=dtype)

            # basic test
            sampler = IIDNormalSampler(num_samples=2)
            acqf = qNoisyExpectedImprovement(
                model=mm_noisy, X_baseline=X_baseline, sampler=sampler
            )

train_y1_var = 0.1 + 0.1 * torch.rand_like(train_y1, **tkwargs)
        train_y2_var = 0.1 + 0.1 * torch.rand_like(train_y2, **tkwargs)
        model1 = FixedNoiseGP(
            train_X=train_x1, train_Y=train_y1, train_Yvar=train_y1_var
        )
        model2 = FixedNoiseGP(
            train_X=train_x2, train_Y=train_y2, train_Yvar=train_y2_var
        )
    else:
        model1 = SingleTaskGP(train_X=train_x1, train_Y=train_y1)
        model2 = SingleTaskGP(train_X=train_x2, train_Y=train_y2)
    model = ModelListGP(model1, model2)
    return model.to(**tkwargs)


class TestModelListGP(BotorchTestCase):
    def test_ModelListGP(self):
        for double in (False, True):
            tkwargs = {
                "device": self.device,
                "dtype": torch.double if double else torch.float,
            }
            model = _get_model(n=10, **tkwargs)
            self.assertIsInstance(model, ModelListGP)
            self.assertIsInstance(model.likelihood, LikelihoodList)
            for m in model.models:
                self.assertIsInstance(m.mean_module, ConstantMean)
                self.assertIsInstance(m.covar_module, ScaleKernel)
                matern_kernel = m.covar_module.base_kernel
                self.assertIsInstance(matern_kernel, MaternKernel)
                self.assertIsInstance(matern_kernel.lengthscale_prior, GammaPrior)

class TestDropWave(SyntheticTestFunctionBaseTestCase, BotorchTestCase):

    functions = [DropWave(), DropWave(negate=True), DropWave(noise_std=0.1)]


class TestDixonPrice(SyntheticTestFunctionBaseTestCase, BotorchTestCase):

    functions = [
        DixonPrice(),
        DixonPrice(negate=True),
        DixonPrice(noise_std=0.1),
        DixonPrice(dim=3),
    ]


class TestEggHolder(SyntheticTestFunctionBaseTestCase, BotorchTestCase):

    functions = [EggHolder(), EggHolder(negate=True), EggHolder(noise_std=0.1)]


class TestGriewank(SyntheticTestFunctionBaseTestCase, BotorchTestCase):

    functions = [
        Griewank(),
        Griewank(negate=True),
        Griewank(noise_std=0.1),
        Griewank(dim=4),
    ]


class TestHartmann(SyntheticTestFunctionBaseTestCase, BotorchTestCase):

def device(self):
        pass

    @property
    def dtype(self):
        pass

    @property
    def event_shape(self):
        pass

    def rsample(self, *args):
        pass


class TestPosterior(BotorchTestCase):
    def test_abstract_base_posterior(self):
        with self.assertRaises(TypeError):
            Posterior()

    def test_mean_var_notimplemented_error(self):
        posterior = NotSoAbstractPosterior()
        with self.assertRaises(NotImplementedError) as e:
            posterior.mean
            self.assertIn("NotSoAbstractPosterior", str(e.exception))
        with self.assertRaises(NotImplementedError) as e:
            posterior.variance
            self.assertIn("NotSoAbstractPosterior", str(e.exception))

model=mm,
                        num_fantasies=n_f,
                        objective=objective,
                        current_value=current_value,
                        cost_aware_utility=cau,
                    )
                    val = qMFKG(X)
                    patch_f.assert_called_once()
                    cargs, ckwargs = patch_f.call_args
                    self.assertEqual(ckwargs["X"].shape, torch.Size([1, 1, 1]))
            val_exp = mock_util(X, objective(samples) - current_value).mean(dim=0)
            self.assertTrue(torch.allclose(val, val_exp, atol=1e-4))
            self.assertTrue(torch.equal(qMFKG.extract_candidates(X), X[..., :-n_f, :]))


class TestKGUtils(BotorchTestCase):
    def test_get_value_function(self):
        with mock.patch(NO, new_callable=mock.PropertyMock) as mock_num_outputs:
            mock_num_outputs.return_value = 1
            mm = MockModel(None)
            # test PosteriorMean
            vf = _get_value_function(mm)
            self.assertIsInstance(vf, PosteriorMean)
            self.assertIsNone(vf.objective)
            # test SimpleRegret
            obj = GenericMCObjective(lambda Y: Y.sum(dim=-1))
            sampler = IIDNormalSampler(num_samples=2)
            vf = _get_value_function(model=mm, objective=obj, sampler=sampler)
            self.assertIsInstance(vf, qSimpleRegret)
            self.assertEqual(vf.objective, obj)
            self.assertEqual(vf.sampler, sampler)

Y = torch.rand(5, 4, 3, 2)
        X_tf = match_batch_shape(X, Y)
        self.assertTrue(torch.equal(X_tf, X.repeat(5, 1, 1, 1)))

        X = torch.rand(2, 1, 3, 2)
        Y = torch.rand(2, 4, 3, 2)
        X_tf = match_batch_shape(X, Y)
        self.assertTrue(torch.equal(X_tf, X.repeat(1, 4, 1, 1)))

        X = torch.rand(4, 2, 3, 2)
        Y = torch.rand(4, 3, 3, 2)
        with self.assertRaises(RuntimeError):
            match_batch_shape(X, Y)


class TorchNormalizeIndices(BotorchTestCase):
    def test_normalize_indices(self):
        self.assertIsNone(normalize_indices(None, 3))
        indices = [0, 2]
        nlzd_indices = normalize_indices(indices, 3)
        self.assertEqual(nlzd_indices, indices)
        nlzd_indices = normalize_indices(indices, 4)
        self.assertEqual(nlzd_indices, indices)
        indices = [0, -1]
        nlzd_indices = normalize_indices(indices, 3)
        self.assertEqual(nlzd_indices, [0, 2])
        with self.assertRaises(ValueError):
            nlzd_indices = normalize_indices([3], 3)
        with self.assertRaises(ValueError):
            nlzd_indices = normalize_indices([-4], 3)

import torch
from botorch import settings
from botorch.exceptions import InputDataError, InputDataWarning
from botorch.models.utils import (
    add_output_dim,
    check_min_max_scaling,
    check_no_nans,
    check_standardization,
    multioutput_to_batch_mode_transform,
    validate_input_scaling,
)
from botorch.utils.testing import BotorchTestCase


class TestMultiOutputToBatchModeTransform(BotorchTestCase):
    def test_multioutput_to_batch_mode_transform(self):
        for dtype in (torch.float, torch.double):
            tkwargs = {"device": self.device, "dtype": dtype}
            n = 3
            num_outputs = 2
            train_X = torch.rand(n, 1, **tkwargs)
            train_Y = torch.rand(n, num_outputs, **tkwargs)
            train_Yvar = torch.rand(n, num_outputs, **tkwargs)
            X_out, Y_out, Yvar_out = multioutput_to_batch_mode_transform(
                train_X=train_X,
                train_Y=train_Y,
                num_outputs=num_outputs,
                train_Yvar=train_Yvar,
            )
            expected_X_out = train_X.unsqueeze(0).expand(num_outputs, -1, 1)
            self.assertTrue(torch.equal(X_out, expected_X_out))

functions = [HolderTable(), HolderTable(negate=True), HolderTable(noise_std=0.1)]


class TestLevy(SyntheticTestFunctionBaseTestCase, BotorchTestCase):

    functions = [
        Levy(),
        Levy(negate=True),
        Levy(noise_std=0.1),
        Levy(dim=3),
        Levy(dim=3, negate=True),
        Levy(dim=3, noise_std=0.1),
    ]


class TestMichalewicz(SyntheticTestFunctionBaseTestCase, BotorchTestCase):

    functions = [
        Michalewicz(),
        Michalewicz(negate=True),
        Michalewicz(noise_std=0.1),
        Michalewicz(dim=5),
        Michalewicz(dim=5, negate=True),
        Michalewicz(dim=5, noise_std=0.1),
        Michalewicz(dim=10),
        Michalewicz(dim=10, negate=True),
        Michalewicz(dim=10, noise_std=0.1),
    ]


class TestPowell(SyntheticTestFunctionBaseTestCase, BotorchTestCase):

#! /usr/bin/env python3
# Copyright (c) Facebook, Inc. and its affiliates.
#
# This source code is licensed under the MIT license found in the
# LICENSE file in the root directory of this source tree.

from botorch.models.model import Model
from botorch.utils.testing import BotorchTestCase


class NotSoAbstractBaseModel(Model):
    def posterior(self, X, output_indices, observation_noise, **kwargs):
        pass


class TestBaseModel(BotorchTestCase):
    def test_abstract_base_model(self):
        with self.assertRaises(TypeError):
            Model()

    def test_not_so_abstract_base_model(self):
        model = NotSoAbstractBaseModel()
        with self.assertRaises(NotImplementedError):
            model.condition_on_observations(None, None)
        with self.assertRaises(NotImplementedError):
            model.num_outputs
        with self.assertRaises(NotImplementedError):
            model.subset_output([0])